Over 2017 to 2025 (9 years of data), MAUSUSD has tended to move long between 27.08 and 30.08, closing higher in 88.9% of those years for an average +1.41% move and an annualized Sharpe of 13.85.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 30.08 | Long | 88.9% | +1.41% | 13.85 | 9 |
| 25.08 → 24.10 | Short | 77.8% | +1.71% | 0.64 | 9 |
| 21.08 → 30.08 | Long | 77.8% | +1.68% | 2.95 | 9 |
| 21.08 → 29.08 | Long | 77.8% | +1.65% | 3.26 | 9 |
| 21.08 → 01.09 | Long | 77.8% | +1.56% | 2.28 | 9 |
| 25.08 → 23.10 | Short | 77.8% | +1.35% | 0.53 | 9 |
| 21.08 → 31.08 | Long | 77.8% | +1.34% | 1.97 | 9 |
| 27.08 → 01.09 | Long | 77.8% | +1.28% | 7.26 | 9 |